Empirical Financial Services, LLC d.b.a. Empirical Wealth Management
Q2 2020 13F-HR Holdings
Net value change ($000)
+157,391
(17.2%)
New positions
38
Sold out positions
25
Turnover %
2.5%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q1 2020
Methodology:
sector metrics are equities-only;
instrument mix chart is ex-options;
options exposure is shown separately.
Why this matters.
Top Adds (Value $000, Stocks/ETFs)
| VTIP | 8,849 | 11.5% |
| JNJ | 8,596 | 310.4% |
| IEMG | 8,474 | 34.8% |
| VEA | 8,356 | 57.0% |
| MSFT | 6,592 | 41.7% |
| AAPL | 6,355 | 28.4% |
| SPY | 5,805 | 26.4% |
| QUAL | 5,738 | 41.6% |
| Grayscale Funds Trust | 5,595 | NEW |
| VSS | 5,152 | 60.4% |
Top Reduces (Value $000, Stocks/ETFs)
| SHY | -1,636 | -39.7% |
| VB | -1,538 | -19.5% |
| PBP | -1,405 | -40.2% |
| VOO | -1,067 | -57.0% |
| CYPRESS SEMICONDUCTOR CORP /DE/ | -956 | -100.0% |
| Broadmark Realty Capital Inc. | -677 | -100.0% |
| SHM | -543 | -6.2% |
| RAYTHEON CO/ | -514 | -100.0% |
| AGG | -486 | -53.4% |
| COMT | -437 | -100.0% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
1,960
(0.2% of total reported value)
How this table is calculated:
SEC
VALUE ($000) is used as reported.
For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received.
Column % is bucket-based:
non-options share is calculated inside non-option total, options share is calculated inside options total.
Details.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
|---|